The comparison of robust estimates for GARCH\((1, 1)\) model and application of example (Q3132549)
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scientific article; zbMATH DE number 6831945
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| English | The comparison of robust estimates for GARCH\((1, 1)\) model and application of example |
scientific article; zbMATH DE number 6831945 |
Statements
29 January 2018
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GARCH\((1,1)\) model
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robust estimates
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simulated comparison
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comparison by example
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0.8716363310813904
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0.8076766133308411
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0.7987006902694702
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0.7925524711608887
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0.7915200591087341
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